Anic Equity¶

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Total return since start: 0.734 %¶

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Equity now: -----------------------------> 52958.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 34990.71 Kr¶

PnL: ---------------------------------------> -128.51 Kr¶

DD now: ---------------------------------> -0.305 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 16:42:27.511871'

Anic Portfolio¶

Today¶

Return: -0.204 %¶

This Week¶

Return: -0.204 %¶

Total¶

Return: 73.372 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Ambea 68 2.750000 2539.120000 8.160000 0.320000 2530.960000
Humana 40 2.170000 678.400000 6.400000 0.950000 672.000000
BHG Group 49 -2.390000 640.920000 3.430000 0.540000 637.490000
SynAct Pharma 9 2.280000 645.300000 2.700000 0.420000 642.600000
Indutrade 5 0.760000 1319.000000 2.000000 0.150000 1317.000000
NCC B 7 1.190000 652.400000 0.700000 0.110000 651.700000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
NCC A 6 0.610000 597.600000 0.000000 0.000000 597.600000
Latour B 2 0.450000 447.800000 -0.600000 -0.130000 448.400000
Vitrolife 3 -0.620000 674.400000 -0.600000 -0.090000 675.000000
Creades A 7 0.930000 607.950000 -0.700000 -0.120000 608.650000
Sampo Oyj SDB 1 0.000000 503.000000 -1.000000 -0.200000 504.000000
Lundin Gold 7 0.730000 970.200000 -1.400000 -0.140000 971.600000
Biotage 4 -0.470000 598.800000 -2.000000 -0.330000 600.800000
New Wave B 20 1.510000 3904.000000 -2.000000 -0.050000 3906.000000
Addtech B 3 1.490000 695.400000 -3.000000 -0.430000 698.400000
Xvivo Perfusion 3 -0.880000 840.000000 -3.000000 -0.360000 843.000000
Investor A 16 -0.410000 3532.800000 -3.200000 -0.090000 3536.000000
SCA A 4 -1.330000 595.200000 -3.200000 -0.530000 598.400000
BONESUPPORT HOLDING 10 0.910000 1217.000000 -4.000000 -0.330000 1221.000000
Embracer Group B 26 1.140000 654.940000 -4.680000 -0.710000 659.620000
Sdiptech B 3 1.340000 815.400000 -4.800000 -0.590000 820.200000
Balco Group 39 -0.730000 1864.200000 -5.850000 -0.310000 1870.050000
Fortnox 10 -1.580000 658.200000 -7.400000 -1.110000 665.600000
Volati 5 0.360000 564.000000 -9.000000 -1.570000 573.000000
Lime Technologies 2 3.420000 574.000000 -18.000000 -3.040000 592.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 34995.980000 -123.240000 -0.29514% 35119.220000

Updated:¶

'2023-06-07 16:41:46.500218'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶